0.01Open0.01Pre Close100 Volume477 Open Interest29.50Strike Price100.00Turnover41.96%IV7.64%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0440Delta0.0826Gamma1370.75Leverage Ratio-0.0127Theta0.0001Rho60.32Eff Leverage0.0025Vega